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            <li class="nav-item" data-bs-level="1"><a href="#_1" class="nav-link">集合竞价量比策略</a>
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            <li class="nav-item" data-bs-level="2"><a href="#1" class="nav-link">1. 策略分类和核心逻辑</a>
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            <li class="nav-item" data-bs-level="2"><a href="#2" class="nav-link">2. 选股条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#3" class="nav-link">3. 核心筛选流程</a>
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            <li class="nav-item" data-bs-level="2"><a href="#4" class="nav-link">4. 买入条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#6" class="nav-link">6. 仓位管理</a>
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            <li class="nav-item" data-bs-level="2"><a href="#7" class="nav-link">7. 风控管理</a>
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<h1 id="_1">集合竞价量比策略</h1>
<h2 id="1">1. 策略分类和核心逻辑</h2>
<ul>
<li>一级分类：技术面短线策略</li>
<li>二级分类：集合竞价 + 量比选股 + 高换手突破</li>
<li>核心逻辑：在集合竞价阶段捕捉量比异常放大且换手率高的股票，开盘后立即买入，尾盘卖出，实现日内短线交易。</li>
</ul>
<h2 id="2">2. 选股条件</h2>
<ul>
<li>选股范围：全市场A股（排除科创板）</li>
<li>核心指标：量比 + 集合竞价换手率</li>
</ul>
<h2 id="3">3. 核心筛选流程</h2>
<p>第一步：基础过滤
- 排除范围：
  - 科创板(688开头)
  - ST股票
  - 停牌股票
  - 退市股票
- 上市时间：上市满180天
- 确保流动性：正常交易状态</p>
<p>第二步：量比筛选
- 量比计算：5日平均成交量比率
- 排序方式：按量比降序排列
- 选择数量：前10名股票</p>
<p>第三步：换手率筛选
- 换手计算：
  - 集合竞价成交额 / 流通市值
  - 流通市值单位：亿元
- 换手门槛：换手率 &gt; 0.3%
- 排序方式：按换手率降序排列</p>
<h2 id="4">4. 买入条件</h2>
<ul>
<li>时间窗口：9:27（开盘前）</li>
<li>仓位控制：</li>
<li>最大持仓：3只股票</li>
<li>资金分配：可用现金等分</li>
<li>动态调整：根据持仓数量</li>
<li>执行逻辑：</li>
<li>持仓数 &lt; 3时买入</li>
<li>按换手率排序选择</li>
<li>等金额分配资金</li>
</ul>
<h2 id="5">5. 卖出条件</h2>
<ul>
<li>卖出时间：14:45（尾盘）</li>
<li>卖出条件：</li>
<li>非涨停状态可卖出</li>
<li>清空所有持仓</li>
<li>持仓周期：日内交易（T+0）</li>
</ul>
<h2 id="6">6. 仓位管理</h2>
<ul>
<li>持仓限制：最多3只股票</li>
<li>资金分配：</li>
<li>可用现金等分买入</li>
<li>动态计算可买数量</li>
<li>风险控制：</li>
<li>分散持仓</li>
<li>日内了结</li>
</ul>
<h2 id="7">7. 风控管理</h2>
<ul>
<li>质量风控：</li>
<li>排除问题股票</li>
<li>确保交易流动性</li>
<li>执行风控：</li>
<li>涨停限制卖出</li>
<li>避免无效交易</li>
<li>时间风控：</li>
<li>严格的买卖时间</li>
<li>日内了结风险</li>
</ul>
<h2 id="8">8. 交易频率</h2>
<ul>
<li>选股计算：9:26（集合竞价）</li>
<li>买入执行：9:27（开盘前）</li>
<li>卖出执行：14:45（尾盘）</li>
<li>持仓周期：单日持有</li>
</ul>
<h2 id="9">9. 策略特点</h2>
<p>量价分析优势：
- 量比识别资金关注
- 高换手确认活跃度
- 集合竞价数据利用</p>
<p>短线交易特点：
- 日内了结规避隔夜风险
- 严格的买卖时间控制
- 明确的止损止盈机制</p>
<p>执行效率：
- 自动化的选股流程
- 快速的交易执行
- 清晰的仓位管理</p>
<h2 id="10">10. 手动实操步骤</h2>
<p>第一步：盘前准备
- 获取全市场股票数据
- 执行基础过滤条件
- 准备数据计算</p>
<p>第二步：集合竞价分析
- 计算量比指标
- 筛选前10名股票
- 获取集合竞价数据</p>
<p>第三步：换手率计算
- 计算流通市值
- 计算集合竞价换手率
- 筛选高换手股票</p>
<p>第四步：买入执行
- 检查持仓数量
- 计算可买股票数量
- 等金额分配买入</p>
<p>第五步：盘中监控
- 监控持仓状态
- 准备尾盘卖出</p>
<p>第六步：尾盘卖出
- 检查涨停状态
- 清空所有持仓
- 记录交易信息</p>
<p>策略优势：
- 明确的量价突破逻辑
- 严格的日内风险控制
- 高效的交易执行
- 适应短线交易特点</p>
<p>风险提示：该策略属于高风险短线策略，集合竞价数据波动性大。建议结合大盘环境，注意流动性风险，严格执行止损纪律。在活跃市场中效果较好，震荡市中需谨慎使用。</p></div>
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